×

From the dynamic programming algorithm to Markov decision processes. (Spanish) Zbl 1439.90074

MSC:

90C39 Dynamic programming
90C40 Markov and semi-Markov decision processes

Software:

GitHub; CompEcon
PDFBibTeX XMLCite
Full Text: Link

References:

[1] R. Bellman,Dynamic programming, Dover, Princeton, New Jersey, 2003. · Zbl 1029.90076
[2] D. P. Bertsekas,Dynamic programming and optimal control, 3.aed., vol. 1, Athena Scientific, Nashua, New Heaven, 2005. · Zbl 1125.90056
[3] D. P. Bertsekas y S. E. Shreve,Stochastic optimal control: the discrete-time case, Athenea Scientific, Belmont, Massachusetts, 1996. · Zbl 0471.93002
[4] P. Brandimarte,Numerical methods in finance and economics: a matlab-based introduction, 2.aed., John Wiley & Sons, Hoboken, New Jersey, 2013.
[5] W. D. Dechert y S. O’Donnell,((The stochastic lake game: A numerical solution)), Journal of Economic Dynamics and Control, vol. 30, n´um. 9, 2006, 1569-1587. · Zbl 1162.91314
[6] W. Dechert y K. Nishimura,((A complete characterization of optimal growth paths in an aggregated model with a non-concave production function)),Journal of Economic Theory, vol. 31, n´um. 2, 1983, 332 - 354. · Zbl 0531.90018
[7] E. Dynkin y A. Yushkevich,Controlled markov processes, Grundlehren der mathematischen Wissenschaften, Springer-Verlag, New York, New York, 1979. · Zbl 0426.60063
[8] P. C. Fishburn,Utility theory for decision making, John Wiley & Sons, New York, New York, 1970. · Zbl 0213.46202
[9] D.G´onzalez-S´anchez,S.D´ıaz-InfanteyF.Pe˜nunuri,((C´odigo MATLABMiscelaneaMatem´atica)),https://github.com/SaulDiazInfante/ C-digo-MATLAB-Miscelanea-Matematica, Accessed: 2017-11-05.
[10] M. Held y R. M. Karp,((A dynamic programming approach to sequencing problems)), J. Soc. Indust. Appl. Math., vol. 10, 1962, 196-210. · Zbl 0106.14103
[11] O. Hern´andez-Lerma y J. B. Lasserre,Discrete-time markov control processes: basic optimality criteria, vol. 30, Springer Science & Business Media, New York, New York, 1996.
[12] ,Markov chains and invariant probabilities, vol. 211, Birkh¨auser, New York, New York, 2003. · Zbl 1036.60003
[13] K. L. Judd,Numerical methods in economics, MIT Press, Cambridge, Massachusetts, 1998. · Zbl 0924.65001
[14] M. J. Miranda y P. L. Fackler,Applied computational economics and finance, MIT press, Cambridge, Massachusetts, 2002. · Zbl 1014.91015
[15] J. D. Murray,Mathematical biology i. an introduction, 3.aed., Interdisciplinary Applied Mathematics, vol. 17, Springer, New York, 2002. · Zbl 1006.92001
[16] W. B. Powell,Approximate dynamic programming: Solving the curses of dimensionality, 2.aed., vol. 703, John Wiley & Sons, Hoboken, New Jersey, 2007. · Zbl 1156.90021
[17] M. L. Puterman,Markov decision processes. discrete stochastic dynamic programming mvspa, 1.aed., Wiley Series in Probability and Statistics, Wiley-Interscience, Hoboken, New Jersey, 2005. · Zbl 1184.90170
[18] S. P. Sethi,((Nearest feasible paths in optimal control problems: Theory, examples, and counterexamples)),Journal of Optimization Theory and Applications, vol. 23, n´um. 4, 1977, 563-579. · Zbl 0346.90020
[19] ,((Optimal advertising policy with the contagion model)),Journal of Optimization Theory and Applications, vol. 29, n´um. 4, 1979, 615-627. · Zbl 0387.49006
[20] A. K. Skiba,((Optimal growth with a convex-concave production function)),Econometrica, vol. 46, n´um. 3, 1978, 527-39. · Zbl 0383.90020
[21] M. Sniedovich,Dynamic programming: foundations and principles, 2.aed., CRC press, Hoboken, New Jersey, 2011. · Zbl 1203.90002
[22] J. Stachurski,Economic dynamics: Theory and computation, Computational economics, MIT Press, Cambridge, Massachusetts, 2009. · Zbl 1163.91300
[23] N. L. Stokey y R. E. Lucas,Recursive methods in economic dynamics, Harvard University Press, Boston, Massachusetts, 1989. · Zbl 0774.90018
[24] R. K. Sundaram,A first course in optimization theory, Cambridge university press, New York, New York, 1996. · Zbl 0885.90106
[25] O.SundstromyL.Guzzella,((Dpmfunction)),http://www.idsc.ethz.ch/ research-guzzella-onder/downloads.html, Accessed: 2010-09-30.
[26] ,((A generic dynamic programming matlab function)), enControl Applications,(CCA) & Intelligent Control, (ISIC), 2009 IEEE, IEEE, 2009, 1625-1630.
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.